### Name: VaR.gpd
### Title: Value at Risk Calculation from Log-Likelihood Fit of General
###   Pareto Distribution (GPD)
### Aliases: VaR.gpd
### Keywords: ts

### ** Examples

data(exchange.rates)
attach(exchange.rates)
y <- USDJPY[!is.na(USDJPY)]
z <- VaR.gpd(y)
z$VaR
z$VaR.interval
z$ES
z$ES.interval
detach(exchange.rates)



